+134.7%
GLW vs WAB
+47.7%
+87.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.8% |
| 7D | +16.9% | +0.2% | +16.6% | +16.7% |
| 30D | +7.0% | -4.6% | +11.5% | +11.8% |
| 3M | -3.0% | +5.6% | -8.6% | -9.2% |
| 6M | +31.0% | +13.8% | +17.2% | +14.1% |
| YTD | +93.4% | +31.9% | +61.6% | +54.0% |
| 1Y | +134.7% | +48.3% | +86.5% | +78.5% |
| All | +134.7% | +47.7% | +87.0% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling